I believe whatever utility that you use to launch SQL Doc needs to specify a working directory. When you launch from command prompt or from Windows, this is usually fed to the program's running environment automatically. But that doesn't mean to say CruiseControl or whatever will.

We tried the "ouputfolder" tag already and CruiseControl's still failing.
Here's the other two things we tried :
1/ Automated task using Windows Task Planner :
Once we set an execution repository, the job is fine.
2/ Using CCNet, we tried to override the default execution repository but the issue is still the same.

Now, the issue seems to be more likely related to CCNet than to SqlDoc2.

Another thing worth trying is running the CruiseControl service with administrator privileges, as there is a known issue with SQL Doc which means it requires permissions to write temporary files to its installation folder. This is something we eventually plan to fix.

Does the sqldoc command line work when you run it from a command prompt?